Bo Liu

Rutgers Business School - New Brunswick

New Brunswick, NJ 08901

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 38,777

SSRN RANKINGS

Top 38,777

in Total Papers Downloads

1,100

CITATIONS
Rank 36,456

SSRN RANKINGS

Top 36,456

in Total Papers Citations

14

Scholarly Papers (1)

1.

Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from Tips

Number of pages: 50 Posted: 29 Sep 2005
Fordham University - Gabelli School of Business, Rutgers Business School - New Brunswick and Rutgers Business School - New Brunswick
Downloads 1,100 (18,664)
Citation 14

Abstract:

Loading...

CIR term structure model of interest rates, TIPS, Unscented Kalman Filter, Inflation Risk Premium